Uses of Class
org.drip.execution.discrete.ShortfallIncrement
| Package | Description |
|---|---|
| org.drip.execution.capture |
Execution Trajectory Transaction Cost Capture
|
| org.drip.execution.discrete |
Trajectory Slice Execution Cost Distribution
|
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Uses of ShortfallIncrement in org.drip.execution.capture
Methods in org.drip.execution.capture that return types with arguments of type ShortfallIncrement Modifier and Type Method Description java.util.List<ShortfallIncrement>TrajectoryShortfallRealization. list()Retrieve the List of the Realized Composite Cost IncrementsConstructor parameters in org.drip.execution.capture with type arguments of type ShortfallIncrement Constructor Description TrajectoryShortfallRealization(java.util.List<ShortfallIncrement> lsSI)TrajectoryShortfallRealization Constructor -
Uses of ShortfallIncrement in org.drip.execution.discrete
Methods in org.drip.execution.discrete that return ShortfallIncrement Modifier and Type Method Description ShortfallIncrementSlice. costIncrementRealization(double dblPreviousEquilibriumPrice, WalkSuite ws, ArithmeticPriceEvolutionParameters apep)Generate the Cost Evolution Increment Unit Realization given the Walk Realizationstatic ShortfallIncrementShortfallIncrement. Standard(PriceIncrement pi, double dblPreviousHoldings, double dblHoldingsIncrement)Generate a Standard ShortfallIncrement Instance